+1,795.0%
KLAC vs USHY
+49.7%
+1,745.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -0.7% |
| 30D | -13.2% | -0.7% | -12.5% | -11.4% |
| 3M | -25.0% | +0.1% | -25.1% | -24.9% |
| 6M | +23.6% | +1.8% | +21.8% | +19.1% |
| YTD | +49.2% | +1.8% | +47.4% | +44.4% |
| 1Y | +89.3% | +3.3% | +86.0% | +76.8% |
| 3Y | +274.4% | +27.0% | +247.4% | +108.7% |
| 5Y | +440.9% | +21.0% | +419.9% | +260.4% |
| All | +1,795.0% | +49.7% | +1,745.3% | +665.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling